Borradores de Economia
Número:
894
Publicado:
Jorge E. Galán Clasificación JEL:
C11, C23, C51, D24, G21, G32
Palabras clave:
Bank Efficiency, Bayesian Inference, heterogeneity, Random Parameters
Lo más reciente
Juan Esteban Carranza-Romero, Alejandra González-Ramírez, Mauricio Villamizar-Villegas
Hernán Rincón-Castro, Steven Zapata-Álvarez
We present a stochastic frontier model with random ineficiency parameters which is able to capture the influence of risk-taking on bank eficiency and that distingues those effects among banks with different characteristics. Cost and profit efficiency are